Composer · investment strategy
by Composer Technologies · via Composer
Daily, gold-only strategy that flips between UGL (2x long) and GLL (-2x short) using trend filters and an overbought/oversold gauge. Long in uptrends except when too hot; short in downtrends unless oversold.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
2 of 2 funds in its are : GLL, UGL
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
Each day it looks only at gold. It compares moving averages (50 vs 200 days; then 20 vs 50; then 5 vs 10) to label the trend. It uses RSI, a 0–100 gauge of how overheated (high) or washed‑out (low) price is. Actions: hold UGL (2x long gold) when trend is up or gold is oversold; switch to GLL (-2x short gold) when gold gets too hot (~RSI 60–100) or in downtrends unless it’s deeply oversold (~<30). Rebalanced daily.
Daily, gold-only strategy that flips between UGL (2x long) and GLL (-2x short) using trend filters and an overbought/oversold gauge. Long in uptrends except when too hot; short in downtrends unless oversold.
Out-of-sample annualized return ~35.7% vs ~18% for the S&P, with a low beta (~0.48) and gold-driven diversification. Leverage boosts upside but can yield deep drawdowns (≈58%), so it fits a risk-budgeted, trend-driven sleeve.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5M | 2026-10-11 | |
| Backtest regulatory fees | $2,135 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | commodities, daily, gold, leveraged etfs, mean reversion, tactical, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 42 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLL", "UGL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,290 | 2026-10-11 | |
| Out-of-sample length | 416 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -10.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -10.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -26.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.38% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -58.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
